Automated Trading-(100%) thru Amibroker

mithoon · Mar 19, 2013

Intresting discussion on backtesting and optimization
http://www.linkedin.com/groupItem?s...en=ajax:9143934611073312333&ut=1I244-EvAZPRE1

mithoon · Mar 20, 2013

mithoon said:

Everythings tested in historical markets.* The past is a pretty good predictor of the future.* Its not perfect.* But human beings drive markets, and human beings dont change their stripes overnight.* So to the extent that one can understand the past, theres a good likelihood youll have some insight into the future. - James Simons

mithoon · Apr 17, 2013

For those wanting to know more on what really matters in trading and more...
Friday, 19th of April 2013 - MultiCharts webinar with Alexey Krishtop

There are many ways to design trading systems, and the amount of information on this exciting subject is literally tremendous. However as we all know only a small percent of traders are consistent winners, even among those in line with systematic approach. What could be the ideas that lie in the foundation of a really robust trading strategy? What are the key metrics that allow to say if a strategy is worth trading live? What are the factors that may affect the future performance of the strategy? Alex Krishtop of Edgesense Solutions is going to outline a complete methodology used by him to develop institutional-grade automated trading systems that work consistently for years without any adjustments.

So please follow the link https://multicharts.webex.com and Register to reserve a spot!

mithoon · Apr 25, 2013

mithoon said:

-Reality Check-Symphony Fintech-
2)Symphony fintech-
Brokers-Composite Edge,Sharekhan,Sykes and Ray.
Symphony fintech offers 100% automated trading through their platform Presto Fuse AB(Over 2 year old) for a onetime setup fee and a 3 month prepaid fee(to be paid upfront when you start),after which it would a monthly fee ,data subscription not required as data from NSE at the brokers location will be used for amibroker.(Currently only Composite edge has a server dedicated for running this platform, others offer dedicated PC’s).
Exceptional Features:
1) If an order doesn’t get filled at a specified price, there is a setting on the platform where one can predefine a time, amount and number of attempts at which orders should be modified and placed back into the market before buying at market price.

REALITY-The setting for the above is used as a default for all scrip’s; however the same can be made available to all symbols at a nominal fee
2) Data subscription not required.

REALITY –They have not been able to use NSE data feed on Amibroker to ensure generation of OHLC accurately ,hence cannot be used for automated trading ,currently in talks with GDFL for making their data feed available on their server.
3) Historic IEOD data readily available for back testing on their back testing platform.
REALITY –Data available only for 6 months and can be used only by those having had their trading strategy developed on PRESTO and not on Amibroker.
4)Currently only DAY trading can be done using Amibroker.

Reality check-Limitations of Symphony with Amibroker-

The Platform can ONLY be used to trade AFL(always in) where after the first entry the next signal is to sell and short(by doubling the qty) and on AFL with separate Long/short and SL rules.
Scale-In,Scale-out or a mix of the above does not work.

Algo · May 2, 2013

Hello Mithoon,
Please tell me who is the broker you are working with for Algo Trading. Also, the limitation you said is there for non-custom strategy users..i am using all the above mentioned limitations, although after paying a huge cost for customizing Symphony's default algo for me. Let me know if you are making them develop any of your algo and what kind of algo it is?

mithoon · May 4, 2013

Algo said:

I am with Compositedge, i am currently using Amibroker for signal generation,have send you a PM with more details.

SRJC · May 7, 2013

HI All
This thread has plenty of noise, but no worthwhile sustance. It is a pure merry go round with no start and end. Have fun.
SRJC.

pankajpari · May 7, 2013

SRJC said:

Hi SRJC,
Its not fair on your part to state the above. Atleast Mithoon has taken the initiative to start this thread and has provided a lot of info on the subject. There are many traders who are interested to get into algo trading but do not know where to go and this thread is a very good start. The reason to have a forum like traderji is to start some topic, make your contribution for the benefit of the members and then others are supposed to add their bit of knowledge or clarify their doubts.

If you have something to share, kindly do so and everyone will appreciate it.... If not, pls do not discourage the members who take the initiative in sharing whatever knowledge they have....

SRJC · May 7, 2013

Hi
I agree with you.Kindly see my reply in the previous thread "Help required for order place through ami auto trade afl ( 1 2) "
You will apreciate my stand. This thread has achieved nothing as far as algo trading is concerned.
Regards,
SRJC.

Algo · May 9, 2013

SRJC said:

Sir you might have posted your query in a different thread. In-fact i believe Mithoon has done all of us a great service by giving a frank feedback on various vendors availbale in india for algo trading. I would personally like to thank him for that.

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Automated Trading-(100%) thru Amibroker

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